I cannot the quote, but I think Kosei mentions somewhere as a known limitation that the R engine cannot be initialised twice in the same process. In real applications, i.e. beyond a bit of code called within a "using ( Rengine engine = etc." C# statement, one needs to initialise the R engine once during the main process lifetime. The reference to the REngine may be static of an object property, but there needs to be only one REngine instance, and concurrent access should be carefully controlled. R is largely not thread safe.
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